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Exploring time-varying impact of world pandemic uncertainty on China's commodity prices using TVP-SVAR-SV model
Since the outbreak of the COVID-19 pandemic, a growing body of literature has focused on the impact of the uncertainty of the world pandemic (WPU) on commodity prices. Using the quarterly data from the first quarter of 2008 to the second quarter of 2020, we run the TVP-SVAR-SV model to study the tim...
Autores principales: | Cao, Qiang, Yang, Xiu-qi, Chen, Hu, Yu, Wenmei |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Frontiers Media S.A.
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9423678/ https://www.ncbi.nlm.nih.gov/pubmed/36045731 http://dx.doi.org/10.3389/fpubh.2022.950010 |
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